Extracting common pulse-like signals from multiple ice core time series
To understand the nature and cause of natural climate variability, it is important to possess an accurate estimate of past climate forcings. Direct measurements that are reliable only exist for the past few decades. Therefore knowledge of prior variations has to be established based on indirect information derived from natural archives. The challenge has always been to find a strict objective method that can identify volcanic events and offer sound amplitude estimates in these noisy records. An automatic procedure is introduced here to estimate the magnitude of strong, but short-lived, volcanic signals from a suite of polar ice core series. Rather than treating records from individual ice cores separately and then averaging their respective magnitudes, our extraction algorithm jointly handles multiple time series to identify their common, but hidden, volcanic pulses. The statistical procedure is based on a multivariate multi-state space model. Exploiting the joint fluctuations, it provides an accurate estimator of the timing, peak magnitude and duration of individual pulse-like deposition events within a set of different series. This ensures a more effective separation of the real signals from spurious noise that can occur in any individual time series, and thus a higher sensitivity to identify smaller scale events. At the same time, it provides a measure of confidence through the posterior probability for each pulse-like event, indicating how well a pulse can be recognized against the background noise. The flexibility and robustness of our approach, as well as important underlying assumptions and remaining limitations, are discussed by applying our method to first simulated and then real world ice core time series.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:58:y:2013:i:c:p:45-57. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.